You need to install Samsung Kies on the computer. That will install the appropriate driver; at that point your phone when connected should appear in My Computer (assuming we're talking about Windows 7/8/8.1). If you're running OS X you'll need to install the Android Transfer utility from Samsung. Most Android phones use a generic Google-provided MTP driver, but Samsung rolled their own and the generic one doesn't work.
It's a hassle to install Kies, but Samsung does not provide a stand-alone installer for their MTP driver. Once installed, you can ignore it. The phone will appear in My Computer and be browsable from Windows Explorer.